Question: For a Rs 2 0 0 , 0 0 0 , 0 0 0 portfolio, the expected 1 week of portfolio return and standard deviation

For a Rs 200,000,000 portfolio, the expected 1 week of portfolio return and standard deviation are 0.00188 and 0.0125, respectively. As a risk manager how will you calculate a maximum one week loss with 95% confidence level (z score 1.65)

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